Strategy Tester Report
CCI ver2.3
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersshortcciperiod=7; longcciperiod=30; shortmaperiod=2; longmaperiod=55; stoploss=90; takeprofit=30; lots=1;
Bars in test3785Ticks modelled4157099Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00SpreadCurrent (18)
Total net profit-2913.23Gross profit2190.30Gross loss-5103.53
Profit factor0.43Expected payoff-18.09
Absolute drawdown2952.28Maximal drawdown2952.28 (29.52%)Relative drawdown29.52% (2952.28)
Total trades161Short positions (won %)85 (51.76%)Long positions (won %)76 (55.26%)
Profit trades (% of total)86 (53.42%)Loss trades (% of total)75 (46.58%)
Largestprofit trade29.70loss trade-90.00
Averageprofit trade25.47loss trade-68.05
Maximumconsecutive wins (profit in money)9 (241.20)consecutive losses (loss in money)6 (-405.36)
Maximalconsecutive profit (count of wins)241.20 (9)consecutive loss (count of losses)-405.36 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12025.07.01 00:00buy11.000.609630.608730.60993
22025.07.01 00:01s/l11.000.608730.608730.60993-90.009910.00
32025.07.01 07:30buy20.990.609420.608520.60972
42025.07.01 08:27t/p20.990.609720.608520.6097229.709939.70
52025.07.01 19:30sell30.990.608130.609030.60783
62025.07.01 20:24s/l30.990.609030.609030.60783-89.109850.60
72025.07.02 02:00buy40.990.610120.609220.61042
82025.07.02 03:49t/p40.990.610420.609220.6104229.709880.30
92025.07.02 07:00buy50.990.610340.609440.61064
102025.07.02 08:19s/l50.990.609440.609440.61064-89.109791.20
112025.07.02 10:00sell60.980.608540.609440.60824
122025.07.02 10:18t/p60.980.608240.609440.6082429.409820.60
132025.07.02 21:30buy70.980.608930.608030.60923
142025.07.03 05:08s/l70.980.608030.608030.60923-88.209732.40
152025.07.03 05:30sell80.970.607310.608210.60701
162025.07.03 06:43t/p80.970.607010.608210.6070129.109761.50
172025.07.04 02:30buy90.980.607450.606550.60775
182025.07.04 02:48t/p90.980.607750.606550.6077529.409790.90
192025.07.04 05:00sell100.980.606560.607460.60626
202025.07.04 08:00close100.980.607330.607460.60626-75.469715.44
212025.07.04 08:30buy110.970.607590.606690.60789
222025.07.04 09:01s/l110.970.606690.606690.60789-87.309628.14
232025.07.04 10:30sell120.960.606380.607280.60608
242025.07.04 10:48t/p120.960.606080.607280.6060828.809656.94
252025.07.07 19:30sell130.970.600750.601650.60045
262025.07.07 19:39t/p130.970.600450.601650.6004529.109686.04
272025.07.08 05:30buy140.970.602020.601120.60232
282025.07.08 07:37t/p140.970.602320.601120.6023229.109715.14
292025.07.08 15:00sell150.970.601120.602020.60082
302025.07.08 15:18t/p150.970.600820.602020.6008229.109744.24
312025.07.09 06:00sell160.970.598680.599580.59838
322025.07.09 06:13t/p160.970.598380.599580.5983829.109773.34
332025.07.09 08:30buy170.980.600480.599580.60078
342025.07.09 09:09s/l170.980.599580.599580.60078-88.209685.14
352025.07.09 11:00sell180.970.599270.600170.59897
362025.07.09 11:38s/l180.970.600170.600170.59897-87.309597.84
372025.07.09 14:00sell190.960.599010.599910.59871
382025.07.09 14:44t/p190.960.598710.599910.5987128.809626.64
392025.07.09 17:30buy200.960.600120.599220.60042
402025.07.09 17:44s/l200.960.599220.599220.60042-86.409540.24
412025.07.09 18:00sell210.950.599170.600070.59887
422025.07.09 20:18s/l210.950.600070.600070.59887-85.509454.74
432025.07.09 21:30buy220.950.600220.599320.60052
442025.07.09 22:19t/p220.950.600520.599320.6005228.509483.24
452025.07.10 00:00sell230.950.599500.600400.59920
462025.07.10 01:09s/l230.950.600400.600400.59920-85.509397.74
472025.07.10 01:30buy240.940.600310.599410.60061
482025.07.10 03:19t/p240.940.600610.599410.6006128.209425.94
492025.07.10 16:30sell250.940.600310.601210.60001
502025.07.10 16:48t/p250.940.600010.601210.6000128.209454.14
512025.07.10 18:30buy260.950.601210.600310.60151
522025.07.10 18:44t/p260.950.601510.600310.6015128.509482.64
532025.07.11 07:30sell270.950.601100.602000.60080
542025.07.11 08:31s/l270.950.602000.602000.60080-85.509397.14
552025.07.11 10:30buy280.940.602710.601810.60301
562025.07.11 11:14s/l280.940.601810.601810.60301-84.609312.54
572025.07.11 12:00sell290.930.601090.601990.60079
582025.07.11 13:09s/l290.930.601990.601990.60079-83.709228.84
592025.07.14 04:30sell300.920.598870.599770.59857
602025.07.14 04:49t/p300.920.598570.599770.5985727.609256.44
612025.07.14 15:00sell310.930.598880.599780.59858
622025.07.14 15:44t/p310.930.598580.599780.5985827.909284.34
632025.07.15 10:00buy320.930.598430.597530.59873
642025.07.15 10:39t/p320.930.598730.597530.5987327.909312.24
652025.07.15 17:00sell330.930.596800.597700.59650
662025.07.15 17:07t/p330.930.596500.597700.5965027.909340.14
672025.07.16 05:00sell340.930.595300.596200.59500
682025.07.16 05:15t/p340.930.595000.596200.5950027.909368.04
692025.07.16 10:30sell350.940.594610.595510.59431
702025.07.16 10:49t/p350.940.594310.595510.5943128.209396.24
712025.07.16 21:30sell360.940.594000.594900.59370
722025.07.16 22:30close360.940.594470.594900.59370-44.189352.06
732025.07.17 04:00sell370.940.593330.594230.59303
742025.07.17 04:19s/l370.940.594230.594230.59303-84.609267.46
752025.07.17 19:30buy380.930.593130.592230.59343
762025.07.17 19:48s/l380.930.592230.592230.59343-83.709183.76
772025.07.21 02:00sell390.920.594660.595560.59436
782025.07.21 03:44t/p390.920.594360.595560.5943627.609211.36
792025.07.21 09:30buy400.920.596340.595440.59664
802025.07.21 10:09t/p400.920.596640.595440.5966427.609238.96
812025.07.22 03:30sell410.920.596030.596930.59573
822025.07.22 04:49t/p410.920.595730.596930.5957327.609266.56
832025.07.22 16:00buy420.930.596580.595680.59688
842025.07.22 16:13t/p420.930.596880.595680.5968827.909294.46
852025.07.24 15:00buy430.930.605220.604320.60552
862025.07.24 15:45s/l430.930.604320.604320.60552-83.709210.76
872025.07.24 19:30sell440.920.603560.604460.60326
882025.07.24 20:48s/l440.920.604460.604460.60326-82.809127.96
892025.07.28 00:00sell450.910.600840.601740.60054
902025.07.28 00:45s/l450.910.601740.601740.60054-81.909046.06
912025.07.28 02:30buy460.900.602200.601300.60250
922025.07.28 03:15t/p460.900.602500.601300.6025027.009073.06
932025.07.28 05:00sell470.910.601260.602160.60096
942025.07.28 05:19s/l470.910.602160.602160.60096-81.908991.16
952025.07.29 07:00sell480.900.596680.597580.59638
962025.07.29 09:00close480.900.597130.597580.59638-40.508950.66
972025.07.29 09:30sell490.900.596760.597660.59646
982025.07.29 09:32t/p490.900.596460.597660.5964627.008977.66
992025.07.29 21:00sell500.900.595290.596190.59499
1002025.07.29 22:00close500.900.595930.596190.59499-57.608920.06
1012025.07.29 23:30sell510.890.595370.596270.59507
1022025.07.30 03:00close510.890.595540.596270.59507-15.138904.93
1032025.07.30 04:00buy520.890.596780.595880.59708
1042025.07.30 04:32s/l520.890.595880.595880.59708-80.108824.83
1052025.07.30 10:30sell530.880.595880.596780.59558
1062025.07.30 11:14t/p530.880.595580.596780.5955826.408851.23
1072025.07.31 09:00buy540.890.592980.592080.59328
1082025.07.31 09:14t/p540.890.593280.592080.5932826.708877.93
1092025.07.31 12:30sell550.890.590780.591680.59048
1102025.07.31 13:13t/p550.890.590480.591680.5904826.708904.63
1112025.08.01 16:00buy560.890.592190.591290.59249
1122025.08.01 16:18t/p560.890.592490.591290.5924926.708931.33
1132025.08.04 12:00buy570.890.591260.590360.59156
1142025.08.04 12:18t/p570.890.591560.590360.5915626.708958.03
1152025.08.04 14:00buy580.900.591910.591010.59221
1162025.08.04 15:18t/p580.900.592210.591010.5922127.008985.03
1172025.08.04 19:00sell590.900.590470.591370.59017
1182025.08.04 20:32t/p590.900.590170.591370.5901727.009012.03
1192025.08.05 01:30buy600.900.591280.590380.59158
1202025.08.05 02:49t/p600.900.591580.590380.5915827.009039.03
1212025.08.05 04:30sell610.900.590570.591470.59027
1222025.08.05 05:18t/p610.900.590270.591470.5902727.009066.03
1232025.08.05 17:00sell620.910.589120.590020.58882
1242025.08.05 17:18s/l620.910.590020.590020.58882-81.908984.13
1252025.08.05 19:30buy630.900.590350.589450.59065
1262025.08.05 21:43s/l630.900.589450.589450.59065-81.008903.13
1272025.08.05 22:00sell640.890.589300.590200.58900
1282025.08.05 23:49s/l640.890.590200.590200.58900-80.108823.03
1292025.08.06 00:00buy650.880.590220.589320.59052
1302025.08.06 00:15s/l650.880.589320.589320.59052-79.208743.83
1312025.08.06 01:30sell660.870.589270.590170.58897
1322025.08.06 01:44s/l660.870.590170.590170.58897-78.308665.53
1332025.08.06 02:00buy670.870.590280.589380.59058
1342025.08.06 02:13t/p670.870.590580.589380.5905826.108691.63
1352025.08.07 01:30buy680.870.593250.592350.59355
1362025.08.07 03:00close680.870.592670.592350.59355-50.468641.17
1372025.08.07 05:00buy690.860.594100.593200.59440
1382025.08.07 06:49t/p690.860.594400.593200.5944025.808666.97
1392025.08.07 18:00sell700.870.593580.594480.59328
1402025.08.07 18:06t/p700.870.593280.594480.5932826.108693.07
1412025.08.07 23:00buy710.870.595790.594890.59609
1422025.08.07 23:09t/p710.870.596090.594890.5960926.108719.17
1432025.08.08 16:00sell720.870.595160.596060.59486
1442025.08.08 16:14s/l720.870.596060.596060.59486-78.308640.87
1452025.08.08 16:30buy730.860.596270.595370.59657
1462025.08.08 17:19s/l730.860.595370.595370.59657-77.408563.47
1472025.08.08 18:00sell740.860.595090.595990.59479
1482025.08.08 20:32s/l740.860.595990.595990.59479-77.408486.07
1492025.08.08 21:30buy750.850.595930.595030.59623
1502025.08.08 22:09s/l750.850.595030.595030.59623-76.508409.57
1512025.08.08 22:30sell760.840.594810.595710.59451
1522025.08.11 05:00close760.840.595440.595710.59451-52.928356.65
1532025.08.11 05:30buy770.840.595600.594700.59590
1542025.08.11 08:00close770.840.595090.594700.59590-42.848313.81
1552025.08.11 08:00sell780.830.595100.596000.59480
1562025.08.11 09:49t/p780.830.594800.596000.5948024.908338.71
1572025.08.12 00:00sell790.830.593560.594460.59326
1582025.08.12 00:09t/p790.830.593260.594460.5932624.908363.61
1592025.08.12 04:00buy800.840.594300.593400.59460
1602025.08.12 07:00close800.840.593570.593400.59460-61.328302.29
1612025.08.12 07:00sell810.830.593580.594480.59328
1622025.08.12 07:31t/p810.830.593280.594480.5932824.908327.19
1632025.08.12 18:00buy820.830.594350.593450.59465
1642025.08.12 18:09t/p820.830.594650.593450.5946524.908352.09
1652025.08.13 06:00buy830.840.595990.595090.59629
1662025.08.13 09:32t/p830.840.596290.595090.5962925.208377.29
1672025.08.14 03:00buy840.840.598090.597190.59839
1682025.08.14 03:18t/p840.840.598390.597190.5983925.208402.49
1692025.08.14 09:00sell850.840.596690.597590.59639
1702025.08.14 09:44t/p850.840.596390.597590.5963925.208427.69
1712025.08.15 09:30sell860.840.591620.592520.59132
1722025.08.15 09:44s/l860.840.592520.592520.59132-75.608352.09
1732025.08.15 15:30sell870.840.592130.593030.59183
1742025.08.15 15:48s/l870.840.593030.593030.59183-75.608276.49
1752025.08.15 17:30buy880.830.593750.592850.59405
1762025.08.15 18:49s/l880.830.592850.592850.59405-74.708201.79
1772025.08.15 20:30sell890.820.592290.593190.59199
1782025.08.18 00:10t/p890.820.591990.593190.5919924.608226.39
1792025.08.18 03:00buy900.820.592970.592070.59327
1802025.08.18 03:14t/p900.820.593270.592070.5932724.608250.99
1812025.08.18 16:30sell910.830.592980.593880.59268
1822025.08.18 17:13t/p910.830.592680.593880.5926824.908275.89
1832025.08.19 04:30sell920.830.591750.592650.59145
1842025.08.19 04:49s/l920.830.592650.592650.59145-74.708201.19
1852025.08.19 08:30buy930.820.592790.591890.59309
1862025.08.19 08:48s/l930.820.591890.591890.59309-73.808127.39
1872025.08.19 09:00sell940.810.591660.592560.59136
1882025.08.19 09:43s/l940.810.592560.592560.59136-72.908054.49
1892025.08.19 10:30sell950.810.592140.593040.59184
1902025.08.19 11:17t/p950.810.591840.593040.5918424.308078.79
1912025.08.19 13:30buy960.810.592880.591980.59318
1922025.08.19 14:30close960.810.592100.591980.59318-63.188015.61
1932025.08.19 14:30sell970.800.592090.592990.59179
1942025.08.19 15:00close970.800.592670.592990.59179-46.407969.21
1952025.08.19 15:00buy980.800.592680.591780.59298
1962025.08.19 16:00close980.800.592110.591780.59298-45.607923.61
1972025.08.19 16:00sell990.790.592100.593000.59180
1982025.08.19 16:14t/p990.790.591800.593000.5918023.707947.31
1992025.08.20 21:30sell1000.790.582700.583600.58240
2002025.08.20 23:19t/p1000.790.582400.583600.5824023.707971.01
2012025.08.21 04:00sell1010.800.582050.582950.58175
2022025.08.21 04:44s/l1010.800.582950.582950.58175-72.007899.01
2032025.08.21 05:30sell1020.790.582360.583260.58206
2042025.08.21 05:48t/p1020.790.582060.583260.5820623.707922.71
2052025.08.21 10:00sell1030.790.581960.582860.58166
2062025.08.21 10:18t/p1030.790.581660.582860.5816623.707946.41
2072025.08.21 15:00sell1040.790.581980.582880.58168
2082025.08.21 15:31s/l1040.790.582880.582880.58168-71.107875.31
2092025.08.21 17:00sell1050.790.582050.582950.58175
2102025.08.21 17:49t/p1050.790.581750.582950.5817523.707899.01
2112025.08.21 22:30sell1060.790.581540.582440.58124
2122025.08.22 03:00close1060.790.582220.582440.58124-53.727845.29
2132025.08.22 03:30sell1070.780.581560.582460.58126
2142025.08.22 04:32t/p1070.780.581260.582460.5812623.407868.69
2152025.08.22 17:30buy1080.790.586120.585220.58642
2162025.08.22 17:37t/p1080.790.586420.585220.5864223.707892.39
2172025.08.25 06:30buy1090.790.586300.585400.58660
2182025.08.25 07:32t/p1090.790.586600.585400.5866023.707916.09
2192025.08.25 14:30buy1100.790.586870.585970.58717
2202025.08.25 14:49t/p1100.790.587170.585970.5871723.707939.79
2212025.08.25 21:30sell1110.790.585370.586270.58507
2222025.08.25 21:49t/p1110.790.585070.586270.5850723.707963.49
2232025.08.26 14:00buy1120.800.585130.584230.58543
2242025.08.26 14:43t/p1120.800.585430.584230.5854324.007987.49
2252025.08.27 04:30sell1130.800.584920.585820.58462
2262025.08.27 04:45s/l1130.800.585820.585820.58462-72.007915.49
2272025.08.27 19:00buy1140.790.584770.583870.58507
2282025.08.27 19:32t/p1140.790.585070.583870.5850723.707939.19
2292025.08.28 11:00buy1150.790.586280.585380.58658
2302025.08.28 11:30close1150.790.585730.585380.58658-43.457895.74
2312025.08.28 12:00buy1160.790.586740.585840.58704
2322025.08.28 13:14t/p1160.790.587040.585840.5870423.707919.44
2332025.08.29 17:00buy1170.790.589230.588330.58953
2342025.08.29 17:13t/p1170.790.589530.588330.5895323.707943.14
2352025.09.01 01:30buy1180.790.589850.588950.59015
2362025.09.01 02:30close1180.790.589220.588950.59015-49.777893.37
2372025.09.01 03:00buy1190.790.589710.588810.59001
2382025.09.01 03:31t/p1190.790.590010.588810.5900123.707917.07
2392025.09.01 11:00buy1200.790.590240.589340.59054
2402025.09.01 11:18t/p1200.790.590540.589340.5905423.707940.77
2412025.09.01 18:00buy1210.790.590530.589630.59083
2422025.09.01 19:00close1210.790.589980.589630.59083-43.457897.32
2432025.09.01 23:00buy1220.790.590540.589640.59084
2442025.09.01 23:54s/l1220.790.589640.589640.59084-71.107826.22
2452025.09.02 00:00sell1230.780.589450.590350.58915
2462025.09.02 01:02s/l1230.780.590350.590350.58915-70.207756.02
2472025.09.02 02:00buy1240.780.590420.589520.59072
2482025.09.02 04:30close1240.780.589790.589520.59072-49.147706.88
2492025.09.02 04:30sell1250.770.589800.590700.58950
2502025.09.02 04:49t/p1250.770.589500.590700.5895023.107729.98
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2552025.09.03 15:30buy1280.770.586660.585760.58696
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2572025.09.04 07:30sell1290.770.587040.587940.58674
2582025.09.04 08:09t/p1290.770.586740.587940.5867423.107758.47
2592025.09.05 04:00buy1300.780.585780.584880.58608
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2612025.09.08 01:00buy1310.780.589120.588220.58942
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2632025.09.08 05:00buy1320.770.589990.589090.59029
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2652025.09.09 18:00sell1330.780.593330.594230.59303
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2672025.09.10 06:00buy1340.780.593670.592770.59397
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2692025.09.11 00:00sell1350.780.593540.594440.59324
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2752025.09.11 16:00buy1380.760.594510.593610.59481
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2772025.09.12 10:30buy1390.760.597400.596500.59770
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2892025.09.15 05:00buy1450.740.596240.595340.59654
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2912025.09.15 09:30sell1460.740.595130.596030.59483
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2952025.09.15 13:00sell1480.730.595480.596380.59518
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2992025.09.16 04:00sell1500.730.596170.597070.59587
3002025.09.16 05:28t/p1500.730.595870.597070.5958721.907281.77
3012025.09.16 07:00buy1510.730.596800.595900.59710
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3032025.09.16 08:00sell1520.720.596170.597070.59587
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3052025.09.16 08:30buy1530.720.597080.596180.59738
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3072025.09.16 12:30buy1540.720.597460.596560.59776
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3092025.09.17 01:30buy1550.720.598940.598040.59924
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3112025.09.17 09:00sell1560.710.597640.598540.59734
3122025.09.17 09:32t/p1560.710.597340.598540.5973421.307150.97
3132025.09.17 15:00buy1570.720.598130.597230.59843
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3152025.09.17 18:00sell1580.720.597270.598170.59697
3162025.09.17 18:29t/p1580.720.596970.598170.5969721.607194.17
3172025.09.17 21:30buy1590.720.599430.598530.59973
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3192025.09.17 22:00sell1600.710.595870.596770.59557
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3212025.09.17 23:00sell1610.710.596800.597700.59650
3222025.09.17 23:16t/p1610.710.596500.597700.5965021.307086.77